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Items where Department is "Faculty of Social Sciences > Warwick Business School"
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Number of items: 28.
Abhyankar, Abhay, Basu, Devraj and Stremme, Alexander (2004) Portfolio efficiency and discount factor bounds with conditioning information: a unified approach. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.05-).
Abhyankar, Abhay, Sarno, Lucio and Valente, Giorgio (2004) Exchange rates and fundamentals: evidence on the economic value of predictability. Discussion Paper. London: Centre for Economic Policy Research (Great Britain). Discussion paper (Centre for Economic Policy Research (Great Britain)) (No.436).
Abhyankar, Abhay, Sarno, Lucio and Valente, Giorgio (2004) Exchange rates and fundamentals: evidence on the economic value of predictability. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.04-).
Awartani, Basel, Corradi, Valentina and Distaso, Walter (2004) Testing and modelling market microstructure effects with an application to the Dow Jones industrial average. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.04-).
Challet, Damien, De Martino, Andrea, Marsili, Matteo and Castillo, Isaac PΓ©rez (2004) Minority games with finite score memory. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.04-).
Chen, Xiaohong, Fan, Yanqin and Patton, Andrew J. (2004) Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.04-).
Constantinides, George M., Jackwerth, Jens Carsten and Perrakis, Stylianos (2004) Mispricing of S&P 500 index options. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.05-).
Corradi, Valentina and Distaso, Walter (2004) Estimating and testing stochastic volatility models using realized measures. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.04-).
Corradi, Valentina and Distaso, Walter (2004) Testing for one-factor models versus stochastic volatility models. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.04-).
Corradi, Valentina and Swanson, Norman R. (2004) Predictive density accuracy tests. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.04-).
Davies, Jonathan (2004) Conjuncture or disjuncture? : an institutionalist analysis of local regeneration partnerships in the UK. International Journal of Urban and Regional Research, Vol.28 (No.3). pp. 570-585. doi:10.1111/j.0309-1317.2004.00536.x ISSN 1468-2427.
Davies, Jonathan (2004) The foundation as a political actor : the case of the Joseph Rowntree Charitable Trust. The Political Quarterly, Vol.75 (No.3). pp. 275-284. doi:10.1111/j.1467-923X.2004.00612.x ISSN 1467-923X.
Edwards, T., Battisti, Giuliana, Payne McClendon, W., Denyer, D. and Neely, A. (2004) How can firms in the UK be encouraged to create more value? A discussion and review paper. London Business School: Advanced Institute of Management Research.
Hodder, James E. and Jackwerth, Jens Carsten (2004) Incentive contracts and hedge fund management. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.05-).
Hwang, Soosung and Salmon, Mark H. (2004) Market stress and herding. Discussion Paper. London: Centre for Economic Policy Research (Great Britain). Discussion paper (Centre for Economic Policy Research (Great Britain)) (No.434).
Johnson, Daniel K. N. and Ali, Ayfer (2004) A tale of two seasons : participation and medal counts at the summer and winter Olympic games. Social Science Quarterly, 85 (4). pp. 974-993. doi:10.1111/j.0038-4941.2004.00254.x ISSN 0038-4941.
Kunc, Martin (2004) Simulating the evolution of industries using a dynamic behavioural model. In: 2004 International Conference of the System Dynamics Society, Oxford, UK, July 25 - 29. Published in: Proceedings of the 2004 International Conference of the System Dynamics Society
Mol, Michael J., Pauwels, Pieter, Matthyssens, Paul and Quintens, Lieven (2004) A technological contingency perspective on the depth and scope of international outsourcing. Journal of International Management, Vol.10 (No.2). pp. 287-305. doi:10.1016/j.intman.2004.02.005 ISSN 1075-4253.
Oomen, Roel C. A. (2004) Properties of realized variance for a pure jump process: calendar time sampling versus business time sampling. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.04-).
Patton, Andrew J. (2004) Modelling asymmetric exchange rate dependence. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.04-).
Patton, Andrew J. and Timmermann, Allan (2004) Properties of optimal forecasts under asymmetric loss and nonlinearity. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.04-).
Sancetta, Alessio (2004) Copula based Monte Carlo integration in financial problems. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.04-).
Sancetta, Alessio (2004) Decoupling and convergence to independence with applications to functional limit theorems. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.04-).
Sarno, Lucio, Thornton, Daniel L. and Valente, Giorgio (2004) Federal funds rate prediction. Discussion Paper. London: Centre for Economic Policy Research (Great Britain). Discussion paper (Centre for Economic Policy Research (Great Britain)) (No.458).
Sarno, Lucio and Valente, Giorgio (2004) Asset prices and international spillovers: an empirical investigation. Discussion Paper. London: Centre for Economic Policy Research (Great Britain). Discussion paper (Centre for Economic Policy Research (Great Britain)) (No.438).
Sarno, Lucio and Valente, Giorgio (2004) Empirical exchange rate models and currency risk: some evidence from density forecasts. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.04-).
Tsiakas, Ilias (2004) Is seasonal heteroscedasticity real? An international perspective. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.04-).
Tsiakas, Ilias (2004) Periodic stochastic volatility and fat tails. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.04-).